+98.3%
STM vs XLU
+1.0%
+97.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +12.0% | +2.1% | +9.9% | +11.3% |
| 30D | -0.4% | +5.6% | -5.9% | -2.0% |
| 3M | -13.2% | +0.7% | -13.9% | -13.3% |
| 6M | -26.1% | -0.1% | -26.0% | -26.9% |
| YTD | +81.2% | +5.3% | +75.9% | +77.1% |
| 1Y | +98.3% | +2.2% | +96.2% | +93.0% |
| All | +98.3% | +1.0% | +97.3% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling